-5.8%
XLC vs ZETA
+84.8%
-90.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.2% |
| 7D | +1.8% | -5.0% | +6.8% | +2.3% |
| 30D | -6.0% | -3.3% | -2.6% | -5.7% |
| 3M | -6.0% | +31.0% | -37.0% | -8.6% |
| 6M | -9.1% | +72.2% | -81.2% | -14.2% |
| YTD | -10.0% | +56.2% | -66.2% | -15.3% |
| 1Y | -5.8% | +90.3% | -96.1% | -12.9% |
| All | -5.8% | +84.8% | -90.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling